From theory to practice - page 1496
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Here's something in the market - memory - that prevents me from simply shoehorning it in using random process theory.
I can't get to the bottom of it... And asymmetry probably has nothing to do with it...
Give me your key to the market! Just give it to me. Those who are interested will thank you.
I think if Renat's formulae were attached to your TS, it would be the key. Somehow it seems to me that the only key is knowing how and where the orders are located.
Start here.
No, the beginning is here:
:))
Start here.
This is basically why pipsing and scalping are so popular.
The chances of running into a fat tail while making a deal are small, and citizens are chopping the dough. However, there is a chance and then the end of the line. If we have in our pocket the break indicator, which indicates that we are now at the tail end and it is forbidden to enter the trade, then the Grail is at our feet.
It seems to me that no indicator can detect this in advance:
Unless you set a locking pendulum that changes every minute by a certain distance, something like a stop crane...
and the only way to at least reveal it afterwards is to accelerate the price, i.e. the second derivative.Start here.
and here's probably everything you can think of with orders to make a profit:
according to my tests the most working ones are here:
top right
bottom left
The upper left - it is losing on the flat, as it is constantly losing a lot of money, and trends, even the biggest ones, are too small and unlikely to cover losses, and the spread will not give so much profit
bottom right - the rate of reversals, the continuation of the price is too small to adjust to a flat or trend in time.
Regarding asymmetry...
I compared asymmetry of Laplace motion probability density and real BP. And the actual series and their increments.
They coincide almost completely. I am too lazy to publish proofs...
Conclusion: Neither the asymmetry of the price series sampling, nor the asymmetry of the distribution of increments can serve as a measure of the market memory.
Of course it can't, and shouldn't. Memory is the dependence of one parameter (distribution) on another, the previous one. It is not one parameter taken separately. Again, a trivial fact from the textbooks.
For example, the dependence of x[i] on x[i-1]. And by one x[i] you can't see the memory by itself.
Alexander, where will be (or there already is) a PAMM account? Where to look?
PAMM account... I don't know yet. I don't understand something there - I still need to study how the cash is divided between the partners...
I'll open a signal on September 1.
And this is not an advertisement. It's just so that those who suffer can see the Grail and believe in it.
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From theory to practice
Martin_Apis_Bot Cheguevara, 2019.08.29 11:21
Beautiful.
Apparently we are working in the same direction, only the methods of making profit from this beautiful, alien picture (the one on the bottom right) are different.
PAMM account... I don't know yet. I don't understand something there - I still need to study how the cash is divided between the partners...
I'll open a signal on September 1.
And this is not an advertisement. It's just for those who suffer to see the Grail and believe in it.
Let's get serious.
Maybe then we'll all sign up for your signal and get it to the top in subscribers.